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Exact upper bound for copulas with a given diagonal section - MaRDI portal

Exact upper bound for copulas with a given diagonal section

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Publication:6512327

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DOI10.1016/j.fss.2024.108865zbMatharXiv:2308.02220WikidataQ130050507 ScholiaQ130050507MaRDI QIDQ6512327

Damjana Kokol Bukovšek, Blaž Mojškerc, Nik Stopar

Publication date: 1 January 1

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

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